310 X EXISTENCE THEOREMS
and we therefore consider the difference Atf) = <7(0 - £U(x0 + &, v(£, z)) • Sj. =
A'(0 =
' (z, *,) - &*(0 ' (#(£) • z,
using the relation D^f , z) = f/(x0 + f z, K£ z)) • z = 5(0 - z. But relation
(10.9.4.1) yields in particular

(z, *) + ^(0 • (5(0 ' z, *) = C(0 • &, z) + A(Q • (5(£) • *, z)
hence
sl9 z) = ^(Q • (A«), z).
Furthermore, A(0) = 0; but the only solution of the linear differential equa-
tion r' = ^(Q-(r,z) which vanishes for £ = 0 is r(£) = 0 (10.6.3), hence
= 0 for |£| < 2, which proves the relation

D2 1?(^ z) • st = £U(x0 + &9 v(£, z)) • 51!
for any Sl e E, i.e. D2 »({, z) = £U(xQ + ^z, i?({, z)). This holds for |{| < 2
and Ijzli < j?/2M; in particular, for £ = 1, and putting x = x0 + z, we obtain
M'(jt) = t/(jc, n(jc)) for \\x - JCoil < J8/2M, which ends the proof.

(10.9.5) Suppose U is continuously differentiable in A x B // K = R? twice
continuously differentiable if
K = C, and verifies the Frobenius condition
(10.9.4.1). Then, for each point (a, b) 6 A x B, there is an open ball S c A 0/
center a and an open ball T c B o/ center h, having the following properties:
(1) for any point (x0 , y0)
e S x T, f/zere w ^z unique solution x -» w(x, x0 , J0) o/
(10.9.1), defined in S #/?d jwc/z //za/ w(x0 , JCQ , j0) = j>0; (2) u is continuously
differentiable in
S x S x T. If in addition E and F tfre finite dimensional and
U is p times continuously differentiable
(resp. indefinitely differentiable, resp.
analytic) in A x B, then u is p times continuously differentiable (resp. in-
definitely differentiable,
resp. analytic) in S x S x T.

Finally, there is an open ball W c T of center b such that, for every point
(x, x0
, jo) e S x S x W, //i<? equation y0 = w(x0 , x, y) has a unique solution

Let S0 c A be an open ball of center a and radius a, T0 c B an open
ball of center 6 and radius & such that || J7(jc, j>)|| < M in S0 x T0 . Consider
the ordinary differential equation

(1 0.9.5.1) H/ = U(x0 4- fe J0 + w) - z =
f z,